-22.1%
FPS vs PFGC
+26.2%
-48.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +4.0% | +12.0% | +17.1% |
| 7D | -8.0% | +10.8% | -18.8% | -3.0% |
| 30D | -43.5% | +17.8% | -61.3% | -40.6% |
| 3M | -41.6% | -2.7% | -38.9% | -38.2% |
| 6M | -44.0% | +20.0% | -64.1% | -44.5% |
| All | -22.1% | +26.2% | -48.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling